Anales del Instituto de Actuarios Españoles, 3ª época, 21, 2015/73-106 La posibilidad de un índice de longevidad para la Unión Europea bajo las directrices de Solvencia II Amancio Betzuen Zalbidegoitia y Amaia Jone Betzuen Álvarez. ABSTRACT We believe that a proper calibration and a well-defined algorithm are necessary for the construction of an adequate longevity index, regarding a given country or population, but the adequacy of a generalised longevity index it is less clear to us. Further...

Anales del Instituto de Actuarios Españoles, 3ª época, 20, 2014/117-164 Solvencia financiera y equidad en el sistema de pensiones español tras las reformas de 2011 y 2013. Beatriz Rosado Cebrián, Inmaculada Domínguez Fabián Resumen Este trabajo analiza la solvencia financiera y la equidad del sistema de pensiones de jubilación español tras la reforma del año 2011 y la inclusión del Factor de Sostenibilidad y el Índice de Revalorización de las Pensiones, introducidos por la Ley 23/2013. P...

Anales del Instituto de Actuarios Españoles, 3ª época, 20, 2014/1-16 Application of solvency II from E.U directive for spanish life insurance industry Montserrat Hernández-Solís. montserrath@cee.uned.es Teresa Carmen Herrador-Alcaide. therrador@cee.uned.es SUMMARY One of the most important targets in the insurance business is the determination of their risk. The importance of this is supported by the EU directive called Solvency II. In this directive the estimation of the insolvency risk is...

Anales del Instituto de Actuarios Españoles, 3ª época, 19, 2013/135-154 Pay-as-you-drive insurance: the effect of the kilometers on the risk of accident Jean-Philippe Boucher , Ana M. Pérez-Marín, Miguel Santolino Abstract Pay-As-You-Drive (PAYD) motor policies are a new concept of insurance contracts which has started to be commercialized in many countries. It is also called Usage Based Insurance (UBI) because, instead of an annual premium be established, the premium is fixed according ...

Anales del Instituto de Actuarios Españoles, 3ª época, 18, 2012/1-18 Nuevos factores exógenos en la modelización de la dependencia: la inversión en prevención de la dependencia en la población de edad avanzada Ramón Alemany Leira, Mercedes Ayuso Gutiérrez Montserrat Guillén Estany Abstract In 2011 the Social Services of the Barcelona City Council launched a programme aimed at enhancing the quality of life for people over 65. The programme has introduced and funded technical support products ...

Anales del Instituto de Actuarios Españoles, 3ª época, 18, 2012/19-40 BONDAD DE AJUSTE Y ELECCIÓN DEL PUNTO DE CORTE EN REGRESIÓN LOGÍSTICA BASADA EN DISTANCIAS. APLICACIÓN AL PROBLEMA DE CREDIT SCORING. Teresa Costa Cor , Eva Boj del Val  y José Fortiana Gregori ABSTRACT The goal of this paper is finding and evaluating criteria for choosing an adequate group assignation cut point from probabilities predicted by the distance-based logistic regression model, with application to credit scori...

ESTIMACIÓN DE LA ESPERANZA MATEMATICA DE VIDA MEDIANTE LAS TRANSFORMADAS DE WANG Amancio Betzuen Zalbidegoitia   ABSTRACT In the present paper is to analyze and compare the projection of future mortality through the expectation of life by applying a different methodology than usual in the actuarial field. This methodology is to use a specific type of transformations such as those of Wang. Basically this tool "transform" the survival function across the horizon of future life of a pers...

Posicionamiento de las entidades aseguradoras del ramo de vida ante la puesta en marcha de programas de enterprise risk management Catalina Bolancé Losilla, Antoni Ferri Vidal y Miguel Santolino Prieto Abstract The implementation in insurance entities of an integrated risk management program (Enterprise Risk Management, ERM) requires knowledge of all risk sources arising from exposures. A preliminary step to establishing an ERM program is to understand the entity’s position on market and ...

Valoración actuarial del perjuicio económico futuro derivado de los accidentes de tráfico Mercedes Ayuso Gutiérrez, Lluís Bermúdez Morat y Miguel Santolino Prieto Abstract The compensation for future economic damages is usually awarded by Spanish courts as a lump sum in motor accidents. The assessment of damages is made according to a legal scale which is in force since 1995. Following the English experience, we propose an actuarial method to estimate the compensation for a stream of future...